NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
119.75 |
120.00 |
0.25 |
0.2% |
116.06 |
| High |
122.02 |
122.89 |
0.87 |
0.7% |
116.06 |
| Low |
118.76 |
120.00 |
1.24 |
1.0% |
108.00 |
| Close |
121.76 |
122.46 |
0.70 |
0.6% |
114.07 |
| Range |
3.26 |
2.89 |
-0.37 |
-11.3% |
8.06 |
| ATR |
2.87 |
2.87 |
0.00 |
0.0% |
0.00 |
| Volume |
7,697 |
9,801 |
2,104 |
27.3% |
37,352 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.45 |
129.35 |
124.05 |
|
| R3 |
127.56 |
126.46 |
123.25 |
|
| R2 |
124.67 |
124.67 |
122.99 |
|
| R1 |
123.57 |
123.57 |
122.72 |
124.12 |
| PP |
121.78 |
121.78 |
121.78 |
122.06 |
| S1 |
120.68 |
120.68 |
122.20 |
121.23 |
| S2 |
118.89 |
118.89 |
121.93 |
|
| S3 |
116.00 |
117.79 |
121.67 |
|
| S4 |
113.11 |
114.90 |
120.87 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.89 |
133.54 |
118.50 |
|
| R3 |
128.83 |
125.48 |
116.29 |
|
| R2 |
120.77 |
120.77 |
115.55 |
|
| R1 |
117.42 |
117.42 |
114.81 |
115.07 |
| PP |
112.71 |
112.71 |
112.71 |
111.53 |
| S1 |
109.36 |
109.36 |
113.33 |
107.01 |
| S2 |
104.65 |
104.65 |
112.59 |
|
| S3 |
96.59 |
101.30 |
111.85 |
|
| S4 |
88.53 |
93.24 |
109.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.89 |
109.31 |
13.58 |
11.1% |
3.56 |
2.9% |
97% |
True |
False |
7,094 |
| 10 |
122.89 |
108.00 |
14.89 |
12.2% |
3.37 |
2.8% |
97% |
True |
False |
7,327 |
| 20 |
122.89 |
106.72 |
16.17 |
13.2% |
2.73 |
2.2% |
97% |
True |
False |
5,574 |
| 40 |
122.89 |
96.67 |
26.22 |
21.4% |
2.50 |
2.0% |
98% |
True |
False |
5,125 |
| 60 |
122.89 |
93.10 |
29.79 |
24.3% |
2.17 |
1.8% |
99% |
True |
False |
4,110 |
| 80 |
122.89 |
84.60 |
38.29 |
31.3% |
1.90 |
1.6% |
99% |
True |
False |
3,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.17 |
|
2.618 |
130.46 |
|
1.618 |
127.57 |
|
1.000 |
125.78 |
|
0.618 |
124.68 |
|
HIGH |
122.89 |
|
0.618 |
121.79 |
|
0.500 |
121.45 |
|
0.382 |
121.10 |
|
LOW |
120.00 |
|
0.618 |
118.21 |
|
1.000 |
117.11 |
|
1.618 |
115.32 |
|
2.618 |
112.43 |
|
4.250 |
107.72 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.12 |
121.71 |
| PP |
121.78 |
120.97 |
| S1 |
121.45 |
120.22 |
|